"She burrowed down beneath the covers."
I wonder where she is.
1. between the blanket and sheet?
2. beneath the sheet?
3. anything else?

Thank you.

It it's an American style bed, there would be a bottom sheet (usually fitted these days) around the mattress. The person would be on top of that sheet, and under a second sheet, which could have a blanket or two on top of it, or a quilt, or even a bedspread.

The top covering could be a duvet which is a quilt inside a sheet covering, like a huge pillow slip but with button fastenings or a zipper for easy removal. You just have the duvet over you as you sleep on a fitted sheet on the mattress, usually with a box spring under that and legs or a platform under that on the floor. It also brings to mind fluffy pillows at the top of the bed with pillow slips to match the colour of the sheets but these days there would be decorative pillows as well that are usually removed before you burrow down under the covers. It evokes the sense of saftey and satifaction, of being comfortable, warm and ready to sleep.